Their motivations for their miserable decisions don’t even make sense. Nothing based on the human does. Only those who are touched by the Divine are the true heroes or heroines (such as Price Myschkin in The Idiot or Dunya in Crime and Punishment).
As Camus once said, “There is only one really serious philosophical problem and that is suicide. Deciding whether or not life is worth living is to answer the fundamental question in philosophy.” This is starting from a sad existential premise and Dostoevsky, as brilliant as he was, created this kind of gloom in all his works. So that is why people may call him an existential writer. But if you look at what redeems anyone in his works, it is their connection with the Holy Spirit and Divine Light.